+55.2%
T vs AEP
+82.8%
-27.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | +2.6% | -0.8% | +3.4% | +2.9% |
| 30D | -1.1% | +4.9% | -6.0% | -3.1% |
| 3M | -7.7% | +4.9% | -12.6% | -9.7% |
| 6M | -10.6% | -0.3% | -10.4% | -10.6% |
| YTD | -7.5% | +14.3% | -21.7% | -12.9% |
| 1Y | -7.4% | +7.5% | -14.9% | -10.6% |
| 3Y | +63.1% | +82.6% | -19.6% | +24.0% |
| 5Y | +55.2% | +81.5% | -26.3% | +12.8% |
| All | +55.2% | +82.8% | -27.6% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling